Archives for January, 2012

How can I speed-up my MS Excel sheet?

Excel settings

There are many reasons, why your Excel sheet is slow and there are many things what you can do about a slow Excel sheet. Your sheet is slow because you use a large data set, you use slow built-in functions, you implemented a slow user-defined function (UDF) or you access a¬†slow external library. So, what […]

How can I optimize my quantitative trading strategy, e.g. MACD signal?

In the previous post, we saw how to backtest a quantitative trading strategy. The result was, that we suspected that we should be able to find better constants for the MACD trading signal strategy. Now, we will use Matlab and Theta Suite in order to create an efficient optimization. Furthermore, we create a simple visualization […]

How can I backtest my quantitative trading strategy, e.g. MACD signal?

Many popular quantitative trading strategies are public for quite a while. Now, if you like to utilize such a strategy with real money, you must make sure that your strategy performs well. For simple strategies, MS Excel is perfect for this task. But, since we would like to use an optimization and a specific visualization […]